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tseries (version 0.9-2)
Package for time series analysis
Description
Package for time series analysis and computational finance
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Install
install.packages('tseries')
Monthly Downloads
149,443
Version
0.9-2
License
GPL (see file COPYING)
Maintainer
Kurt Hornik
Last Published
September 23rd, 2024
Functions in tseries (0.9-2)
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tsbootstrap
Bootstrap for General Stationary Data
bev
Beveridge Wheat Price Index, 1500--1869.
arma-methods
Methods for Fitted ARMA Models
read.matrix
Read Matrix Data
garch-methods
Methods for Fitted GARCH Models
maxdrawdown
Maximum Drawdown or Maximum Loss
na.remove
NA Handling Routines for Time Series
read.ts
Read Time Series Data
USeconomic
U.S. Economic Variables
adf.test
Augmented Dickey--Fuller Test
surrogate
Generate Surrogate Data and Statistics
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
camp
Mount Campito Yearly Treering Data, -3435--1969.
get.hist.quote
Download Historical Finance Data
NelPlo
Nelson--Plosser Macroeconomic Time Series
irts-methods
Methods for Irregular Time-Series Objects
jarque.bera.test
Jarque--Bera Test
arma
Fit ARMA Models to Time Series
sterling
Sterling Ratio
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
runs.test
Runs Test
pp.test
Phillips--Perron Unit Root Test
sharpe
Sharpe Ratio
bds.test
BDS Test
kpss.test
KPSS Test for Stationarity
white.test
White Neural Network Test for Nonlinearity
ice.river
Icelandic River Data
tcmd
Daily Yields on Treasury Securities
portfolio.optim
Portfolio Optimization
garch
Fit GARCH Models to Time Series
quadmap
Quadratic Map (Logistic Equation)
summary.garch
Summarizing GARCH Model Fits
tseries-internal
Internal tseries functions
irts
Irregularly Spaced Time-Series
po.test
Phillips--Ouliaris Cointegration Test
tcm
Monthly Yields on Treasury Securities
irts-functions
Basic Functions for Irregular Time-Series Objects
plotOHLC
Plot Open--High--Low--Close Bar Chart
seqplot.ts
Plot Two Time Series
summary.arma
Summarizing ARMA Model Fits